+140.2%
MAS vs AME
+416.5%
-276.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.7% |
| 7D | -0.8% | +0.6% | -1.4% | -1.2% |
| 30D | -5.6% | -6.7% | +1.1% | -0.9% |
| 3M | +4.4% | +4.1% | +0.4% | +1.5% |
| 6M | +7.2% | +1.6% | +5.6% | +5.8% |
| YTD | +16.1% | +16.1% | 0.0% | +4.1% |
| 1Y | +0.1% | +27.3% | -27.2% | -16.2% |
| 3Y | +28.3% | +50.9% | -22.6% | -5.9% |
| 5Y | +30.5% | +81.4% | -50.9% | -16.0% |
| All | +140.2% | +416.5% | -276.4% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling